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Kelompok C :
Nama : Nabilah Aulia (2106803793)
1 Consider the following returns for two investments, A and B, over the past four years:
1.3 Given a risk-free rate of 1.2%, calculate the Sharpe ratio for each investment. Which investment has p
Answer :
Investment A 136% =(8%-1,2%)/5%
Investment B 126% =(10%-1,2%)/7%
refer to between two investment, it can be concluded that Investment A has better performance than
greater Investment B has 126%. It means rate of return to risk better in Investment A that provides t
2 A data set has a mean of 80 and a standard deviation of 5. Using Chebyshev’s theorem,
2.1 what percentage of the observations fall between 70 and 90?
Answer :
K= 2 K= (batas atas -rata2)/stdv
Percentage : 75.00%
Estimasi paling kasar/at least 75% (perbedaan dengan empiric rule)
2.2 Using Chebyshev’s theorem, what percentage of the observations fall between 65 and 95?
Answer :
K= 3
Percentage : 88.89%
3 The following gives summary measures for Google and Apple for Year 1–5.
3.1 Which fund had the higher arithmetic average return?
Answer : 66.00% it means apple had the higher arithmetic average return than
3.3 Given a risk-free rate of 1%, which fund has the higher Sharpe ratio? What does this imply?
Answer :
Sharpe Ratio = Apple 73.03%
Google 31.40%
Refer to sharpe ratio at above, it can conculded that Apple has return to risk more higher (with amoun
4 The following is data a veterinarian collected from some of her clients. It is a rough estimate of a dog's we
Estimate of Dog's
Life span
Weight
20 13
40 12
60 10
100 7
130 6
sWeight = 44.70 sLife Span = 3.05
4.1 Calculate the covariance between a dog's weight and its life span.
Answer :
Estimate of Dog's
No Life span (y1)
Weight (x1)
1 20 13
2 40 12
3 60 10
4 100 7
5 130 6
Average
70 9.6
(mean)
Total
Std 44.72 3.05
Sxy = - 135.000
Rxy - 0.990
covariance/stdv x1 x stdv y1
Refer to calculate at above, it can be concluded that between Estimate of Dog's Weight and Life span
estimated weight of the dog, the smaller the life expectancy of the dog.
four years:
A has better performance than Investment B. We can look in Investment A has 136%
in Investment A that provides the greater return.
ev’s theorem,
r than google
to risk more higher (with amount 73,03%) than google (with amount 31,40%)
a rough estimate of a dog's weight and how long the dog lived.
-135 1
- 0.990 1
of Dog's Weight and Life span have non linier relationship. It means, the greater the
g.